NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
139.44 |
140.60 |
1.16 |
0.8% |
134.80 |
| High |
142.99 |
143.67 |
0.68 |
0.5% |
142.99 |
| Low |
138.61 |
139.17 |
0.56 |
0.4% |
131.95 |
| Close |
140.21 |
140.00 |
-0.21 |
-0.1% |
140.21 |
| Range |
4.38 |
4.50 |
0.12 |
2.7% |
11.04 |
| ATR |
4.95 |
4.92 |
-0.03 |
-0.7% |
0.00 |
| Volume |
295,773 |
277,517 |
-18,256 |
-6.2% |
1,342,880 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.45 |
151.72 |
142.48 |
|
| R3 |
149.95 |
147.22 |
141.24 |
|
| R2 |
145.45 |
145.45 |
140.83 |
|
| R1 |
142.72 |
142.72 |
140.41 |
141.84 |
| PP |
140.95 |
140.95 |
140.95 |
140.50 |
| S1 |
138.22 |
138.22 |
139.59 |
137.34 |
| S2 |
136.45 |
136.45 |
139.18 |
|
| S3 |
131.95 |
133.72 |
138.76 |
|
| S4 |
127.45 |
129.22 |
137.53 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.50 |
166.90 |
146.28 |
|
| R3 |
160.46 |
155.86 |
143.25 |
|
| R2 |
149.42 |
149.42 |
142.23 |
|
| R1 |
144.82 |
144.82 |
141.22 |
147.12 |
| PP |
138.38 |
138.38 |
138.38 |
139.54 |
| S1 |
133.78 |
133.78 |
139.20 |
136.08 |
| S2 |
127.34 |
127.34 |
138.19 |
|
| S3 |
116.30 |
122.74 |
137.17 |
|
| S4 |
105.26 |
111.70 |
134.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.67 |
131.95 |
11.72 |
8.4% |
4.81 |
3.4% |
69% |
True |
False |
268,359 |
| 10 |
143.67 |
131.75 |
11.92 |
8.5% |
4.80 |
3.4% |
69% |
True |
False |
250,610 |
| 20 |
143.67 |
122.05 |
21.62 |
15.4% |
5.42 |
3.9% |
83% |
True |
False |
194,506 |
| 40 |
143.67 |
118.28 |
25.39 |
18.1% |
4.60 |
3.3% |
86% |
True |
False |
134,070 |
| 60 |
143.67 |
105.79 |
37.88 |
27.1% |
4.04 |
2.9% |
90% |
True |
False |
95,752 |
| 80 |
143.67 |
97.33 |
46.34 |
33.1% |
3.86 |
2.8% |
92% |
True |
False |
74,623 |
| 100 |
143.67 |
90.37 |
53.30 |
38.1% |
3.52 |
2.5% |
93% |
True |
False |
60,719 |
| 120 |
143.67 |
84.33 |
59.34 |
42.4% |
3.22 |
2.3% |
94% |
True |
False |
51,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.80 |
|
2.618 |
155.45 |
|
1.618 |
150.95 |
|
1.000 |
148.17 |
|
0.618 |
146.45 |
|
HIGH |
143.67 |
|
0.618 |
141.95 |
|
0.500 |
141.42 |
|
0.382 |
140.89 |
|
LOW |
139.17 |
|
0.618 |
136.39 |
|
1.000 |
134.67 |
|
1.618 |
131.89 |
|
2.618 |
127.39 |
|
4.250 |
120.05 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.42 |
139.56 |
| PP |
140.95 |
139.12 |
| S1 |
140.47 |
138.68 |
|